import numpy as np
import pandas as pd
import sklearn
import matplotlib.pyplot as plt
import seaborn as sns
import warnings
warnings.filterwarnings('ignore')
sns.set()
df = pd.read_csv('dataset/Energy Consumption Dataset.csv')
df['DATE'] = pd.to_datetime(df['DATE'],format='%d/%m/%Y')
df.set_index('DATE', inplace=True)
df.head()
| Gas Consumption (tons) | Electricity Consumption (MWh) | Water Consumption (tons) | |
|---|---|---|---|
| DATE | |||
| 1990-01-01 | 18.0 | 725.1 | 548.8 |
| 1990-02-01 | 15.8 | 706.7 | 640.7 |
| 1990-03-01 | 17.3 | 624.5 | 511.1 |
| 1990-04-01 | 18.9 | 574.7 | 515.3 |
| 1990-05-01 | 22.0 | 553.2 | 488.4 |
print('Dataset Shape')
print(df.shape)
Dataset Shape (397, 3)
df.describe()
| Gas Consumption (tons) | Electricity Consumption (MWh) | Water Consumption (tons) | |
|---|---|---|---|
| count | 397.000000 | 397.000000 | 397.000000 |
| mean | 23.785139 | 888.472544 | 484.953652 |
| std | 4.903452 | 153.877594 | 133.908863 |
| min | 11.600000 | 553.200000 | 44.400000 |
| 25% | 20.200000 | 771.100000 | 384.400000 |
| 50% | 23.500000 | 897.800000 | 487.400000 |
| 75% | 27.900000 | 1005.200000 | 580.200000 |
| max | 46.000000 | 1294.000000 | 811.000000 |
df.info()
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 397 entries, 1990-01-01 to 2023-01-01 Data columns (total 3 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 Gas Consumption (tons) 397 non-null float64 1 Electricity Consumption (MWh) 397 non-null float64 2 Water Consumption (tons) 397 non-null float64 dtypes: float64(3) memory usage: 12.4 KB
# No Null Values
df.isnull().sum()
Gas Consumption (tons) 0 Electricity Consumption (MWh) 0 Water Consumption (tons) 0 dtype: int64
dfWithoutYr2023 = df[df.index.year != 2023]
yearlyGasMean = dfWithoutYr2023.resample('Y')['Gas Consumption (tons)'].mean()
yearlyElectricityMean = dfWithoutYr2023.resample('Y')['Electricity Consumption (MWh)'].mean()
yearlyWaterMean = dfWithoutYr2023.resample('Y')['Water Consumption (tons)'].mean()
plt.figure(figsize = (10,4))
plt.plot(yearlyGasMean)
plt.title('Gas Consumption (tons) Over The Years')
plt.xlabel('Year')
plt.ylabel('Gas Consumption (tons)')
plt.show()
plt.figure(figsize = (10,4))
plt.plot(yearlyElectricityMean)
plt.title('Electricity Consumption (MWh) Over The Years')
plt.xlabel('Year')
plt.ylabel('Electricity Consumption (MWh)')
plt.show()
plt.figure(figsize = (10,4))
plt.plot(yearlyWaterMean)
plt.title('Water Consumption (tons) Over The Years')
plt.xlabel('Year')
plt.ylabel('Water Consumption (tons)')
plt.show()
# Monthly mean of gas/electricity/water consumption
peakGas = df.groupby(df.index.month)[['Gas Consumption (tons)']].mean()
peakElectricity = df.groupby(df.index.month)[['Electricity Consumption (MWh)']].mean()
peakWater = df.groupby(df.index.month)[['Water Consumption (tons)']].mean()
fig = plt.figure(figsize=(10,8))
fig.set_facecolor('lightblue')
ax = fig.add_subplot(311)
plt.suptitle('Gas, Electricity and Water Consumption Monthly Mean over Year 1990-2023')
plt.plot(peakGas)
plt.title('Gas Consumption (tons)')
plt.xlabel('Month')
plt.ylabel('Gas Consumption (tons)')
ax2 = fig.add_subplot(312)
plt.plot(peakElectricity)
plt.title('Electricity Consumption (MWh)')
plt.xlabel('Month')
plt.ylabel('Electricity Consumption (MWh)')
ax3 = fig.add_subplot(313)
plt.plot(peakWater)
plt.title('Water Consumption (tons)')
plt.xlabel('Month')
plt.ylabel('Water Consumption (tons)')
plt.tight_layout()
plt.show()
#Gas,Electricity and Water consumption in recent years 2021 and 2022
year2021 = df[(df.index.year == 2021)]
year2022 = df[(df.index.year == 2022)]
fig = plt.figure(figsize=(11,10))
fig.set_facecolor('lightblue')
ax = fig.add_subplot(311)
plt.suptitle('Gas, Electricity and Water Consumption in Year 2021-2022')
plt.plot(year2021.index.month,year2021['Gas Consumption (tons)'],label='2021')
plt.plot(year2022.index.month,year2022['Gas Consumption (tons)'],label='2022')
plt.title('Gas Consumption (tons)')
plt.xlabel('Month')
plt.ylabel('Gas Consumption (tons)')
plt.legend()
ax2 = fig.add_subplot(312)
plt.plot(year2021.index.month,year2021['Electricity Consumption (MWh)'],label='2021')
plt.plot(year2022.index.month,year2022['Electricity Consumption (MWh)'],label='2022')
plt.title('Electricity Consumption (MWh)')
plt.xlabel('Month')
plt.ylabel('Electricity Consumption (MWh)')
plt.legend()
ax3 = fig.add_subplot(313)
plt.plot(year2021.index.month,year2021['Water Consumption (tons)'],label='2021')
plt.plot(year2022.index.month,year2022['Water Consumption (tons)'],label='2022')
plt.title('Water Consumption (tons)')
plt.xlabel('Month')
plt.ylabel('Water Consumption (tons)')
plt.legend()
plt.tight_layout()
plt.show()
sns.pairplot(df)
<seaborn.axisgrid.PairGrid at 0x22f2aa38d90>
df.hist()
plt.show()
sns.heatmap(df.corr(),annot=True)
<Axes: >
# Visual Check
fig, ax = plt.subplots(3, 1, figsize=(9, 7))
df['Gas Consumption (tons)'].plot(ax=ax[0])
df['Electricity Consumption (MWh)'].plot(ax=ax[1])
df['Water Consumption (tons)'].plot(ax=ax[2])
ax[0].set_title('Gas Consumption (tons)')
ax[1].set_title('Electricity Consumption (MWh)')
ax[2].set_title('Water Consumption (tons)')
plt.tight_layout()
plt.show()
# Augmented Dickey-Fuller Test
from statsmodels.tsa.stattools import adfuller
result1 = adfuller(df['Gas Consumption (tons)'])
result2 = adfuller(df['Electricity Consumption (MWh)'])
result3 = adfuller(df['Water Consumption (tons)'])
print('Gas Consumption (tons) p-value: %f' % result1[1])
print('Electricity Consumption (MWh) p-value: %f' % result2[1])
print('Water Consumption (tons) p-value: %f' % result3[1])
Gas Consumption (tons) p-value: 0.010811 Electricity Consumption (MWh) p-value: 0.186218 Water Consumption (tons) p-value: 0.000090
from statsmodels.tsa.statespace.tools import diff
from statsmodels.tsa.stattools import adfuller
df_diff = diff(df['Electricity Consumption (MWh)'], k_diff=1)
result1 = adfuller(df['Electricity Consumption (MWh)'])
result2 = adfuller(df_diff)
print('Electricity Consumption (MWh) before differencing p-value: %f' % result1[1])
print('Electricity Consumption (MWh) after differencing p-value: %f' % result2[1])
fig, ax = plt.subplots(1, 2, figsize=(14, 4))
df['Electricity Consumption (MWh)'].plot(ax=ax[0])
df_diff.plot(ax=ax[1])
ax[0].set_title('Time Series Before Differencing')
ax[1].set_title('Time Series After Differencing')
plt.show()
Electricity Consumption (MWh) before differencing p-value: 0.186218 Electricity Consumption (MWh) after differencing p-value: 0.000000
from statsmodels.tsa.seasonal import seasonal_decompose
result = seasonal_decompose(df['Gas Consumption (tons)'][330:], model='additive')
result.plot()
plt.show()
from statsmodels.tsa.seasonal import seasonal_decompose
result = seasonal_decompose(df['Electricity Consumption (MWh)'], model='additive')
result.plot()
plt.show()
from statsmodels.tsa.seasonal import seasonal_decompose
result = seasonal_decompose(df['Water Consumption (tons)'], model='additive')
result.plot()
plt.show()
hDF = df.copy()
train_data = hDF[hDF.index<'2019-11']
test_data = hDF[hDF.index>='2019-11']
(len(train_data)/(len(test_data) + len(train_data))) * 100
90.17632241813602
gasTrain = train_data[['Gas Consumption (tons)']]
waterTrain = train_data[['Water Consumption (tons)']]
electricityTrain = train_data[['Electricity Consumption (MWh)']]
gasTest = test_data[['Gas Consumption (tons)']]
waterTest = test_data[['Water Consumption (tons)']]
electricityTest = test_data[['Electricity Consumption (MWh)']]
from statsmodels.tsa.holtwinters import ExponentialSmoothing
from sklearn.metrics import mean_absolute_percentage_error
expoModel = ExponentialSmoothing(gasTrain,trend='add',seasonal='add',seasonal_periods=12).fit()
pred = expoModel.forecast(len(gasTest))
mape = mean_absolute_percentage_error(gasTest,pred)*100
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(gasTrain.index,gasTrain, label='training')
ax.plot(gasTest.index,gasTest, label='testing')
ax.plot(gasTest.index, pred, label='prediction')
plt.legend()
plt.title('Exponential Smoothing')
plt.show()
print(f'Test Data Mean Absolute Percentage Error: {mape:.2f}%')
Test Data Mean Absolute Percentage Error: 23.13%
from statsmodels.graphics.tsaplots import plot_acf
from statsmodels.graphics.tsaplots import plot_pacf
plot_acf(hDF['Gas Consumption (tons)'],lags=50)
plot_pacf(hDF['Gas Consumption (tons)'],lags=30)
plt.show()
from pmdarima.arima import auto_arima
arima_model = auto_arima(gasTrain,seasonal=True,m=12,n_jobs=-1)
arima_model.summary()
| Dep. Variable: | y | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(1, 1, 1)x(1, 0, [], 12) | Log Likelihood | -957.346 |
| Date: | Thu, 10 Aug 2023 | AIC | 1922.691 |
| Time: | 22:37:36 | BIC | 1938.202 |
| Sample: | 01-01-1990 | HQIC | 1928.860 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | 0.4428 | 0.041 | 10.812 | 0.000 | 0.363 | 0.523 |
| ma.L1 | -0.8979 | 0.035 | -25.549 | 0.000 | -0.967 | -0.829 |
| ar.S.L12 | -0.1163 | 0.033 | -3.527 | 0.000 | -0.181 | -0.052 |
| sigma2 | 12.4585 | 0.468 | 26.629 | 0.000 | 11.542 | 13.375 |
| Ljung-Box (L1) (Q): | 0.08 | Jarque-Bera (JB): | 1891.78 |
|---|---|---|---|
| Prob(Q): | 0.78 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 2.19 | Skew: | 0.62 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 14.21 |
arima_model.plot_diagnostics(figsize=(15,7))
plt.show()
# use the model to make predictions
pred_in_sample = arima_model.predict_in_sample()
pred_out_sample = arima_model.predict(n_periods=len(gasTest))
pred_full = np.concatenate((pred_in_sample, pred_out_sample))
# Plot the results
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(gasTrain, label='training')
ax.plot(gasTest, label='testing')
ax.plot(hDF.index[1:], pred_full[1:], label='prediction')
plt.legend()
plt.title('Auto ARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(gasTrain, pred_in_sample)
mape_test = mean_absolute_percentage_error(gasTest, pred_out_sample)
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
Model Mean Absolute Percentage Error on training data is 11.19% Model Mean Absolute Percentage Error on testing data is 15.39%
# SARIMAX model
from statsmodels.tsa.statespace.sarimax import SARIMAX
sarimax_model = SARIMAX(gasTrain,order=(2,1,1),seasonal_order=(1,1,1,12)).fit()
sarimax_model.summary()
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq) C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
| Dep. Variable: | Gas Consumption (tons) | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(2, 1, 1)x(1, 1, 1, 12) | Log Likelihood | -948.040 |
| Date: | Thu, 10 Aug 2023 | AIC | 1908.079 |
| Time: | 22:37:56 | BIC | 1931.141 |
| Sample: | 01-01-1990 | HQIC | 1917.263 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | 0.4427 | 0.048 | 9.233 | 0.000 | 0.349 | 0.537 |
| ar.L2 | 0.0314 | 0.058 | 0.542 | 0.587 | -0.082 | 0.145 |
| ma.L1 | -0.9022 | 0.043 | -21.140 | 0.000 | -0.986 | -0.819 |
| ar.S.L12 | -0.1049 | 0.042 | -2.508 | 0.012 | -0.187 | -0.023 |
| ma.S.L12 | -0.9996 | 6.995 | -0.143 | 0.886 | -14.710 | 12.711 |
| sigma2 | 12.5396 | 87.516 | 0.143 | 0.886 | -158.988 | 184.067 |
| Ljung-Box (L1) (Q): | 0.00 | Jarque-Bera (JB): | 2508.97 |
|---|---|---|---|
| Prob(Q): | 0.99 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 2.46 | Skew: | 0.96 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 16.07 |
sarimax_model.plot_diagnostics(figsize=(15,7))
plt.show()
pred = sarimax_model.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = pred[1:]
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(gasTrain, label='training')
ax.plot(gasTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('SARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(gasTrain[1:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11'])
rmse_train = np.sqrt(mean_absolute_percentage_error(gasTrain[1:], pred[pred.index<'2019-11']))
rmse_test = np.sqrt(mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11']))
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
print(f'RMSE on training data is {rmse_train:.2f}')
print(f'RMSE on testing data is {rmse_test:.2f}')
Model Mean Absolute Percentage Error on training data is 11.86% Model Mean Absolute Percentage Error on testing data is 14.45% RMSE on training data is 0.34 RMSE on testing data is 0.38
# SARIMAX model
from statsmodels.tsa.statespace.sarimax import SARIMAX
sarimax_model = SARIMAX(np.log(gasTrain), order=(2,1,1),seasonal_order=(1,1,1,12)).fit()
sarimax_model.summary()
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
| Dep. Variable: | Gas Consumption (tons) | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(2, 1, 1)x(1, 1, 1, 12) | Log Likelihood | 118.895 |
| Date: | Thu, 10 Aug 2023 | AIC | -225.791 |
| Time: | 22:38:06 | BIC | -202.730 |
| Sample: | 01-01-1990 | HQIC | -216.607 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | 0.4322 | 0.049 | 8.900 | 0.000 | 0.337 | 0.527 |
| ar.L2 | 0.0375 | 0.057 | 0.658 | 0.511 | -0.074 | 0.149 |
| ma.L1 | -0.9088 | 0.037 | -24.521 | 0.000 | -0.981 | -0.836 |
| ar.S.L12 | -0.0879 | 0.038 | -2.288 | 0.022 | -0.163 | -0.013 |
| ma.S.L12 | -0.9939 | 0.450 | -2.210 | 0.027 | -1.875 | -0.112 |
| sigma2 | 0.0260 | 0.011 | 2.299 | 0.022 | 0.004 | 0.048 |
| Ljung-Box (L1) (Q): | 0.00 | Jarque-Bera (JB): | 539.63 |
|---|---|---|---|
| Prob(Q): | 0.98 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 1.71 | Skew: | -0.05 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 9.13 |
pred = sarimax_model.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = np.exp(pred)
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(gasTrain, label='training')
ax.plot(gasTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('SARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(gasTrain, pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11'])
rmse_train = np.sqrt(mean_absolute_percentage_error(gasTrain, pred[pred.index<'2019-11']))
rmse_test = np.sqrt(mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11']))
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
print(f'RMSE on training data is {rmse_train:.2f}')
print(f'RMSE on testing data is {rmse_test:.2f}')
Model Mean Absolute Percentage Error on training data is 13.10% Model Mean Absolute Percentage Error on testing data is 16.05% RMSE on training data is 0.36 RMSE on testing data is 0.40
from statsmodels.tsa.ar_model import AutoReg
arModel = AutoReg(gasTrain,lags=2)
arModelFit = arModel.fit()
print(arModelFit.summary())
AutoReg Model Results
==================================================================================
Dep. Variable: Gas Consumption (tons) No. Observations: 358
Model: AutoReg(2) Log Likelihood -960.562
Method: Conditional MLE S.D. of innovations 3.594
Date: Thu, 10 Aug 2023 AIC 1929.124
Time: 22:38:11 BIC 1944.624
Sample: 03-01-1990 HQIC 1935.290
- 10-01-2019
=============================================================================================
coef std err z P>|z| [0.025 0.975]
---------------------------------------------------------------------------------------------
const 6.5060 1.015 6.412 0.000 4.517 8.495
Gas Consumption (tons).L1 0.5521 0.053 10.509 0.000 0.449 0.655
Gas Consumption (tons).L2 0.1700 0.052 3.242 0.001 0.067 0.273
Roots
=============================================================================
Real Imaginary Modulus Frequency
-----------------------------------------------------------------------------
AR.1 1.2948 +0.0000j 1.2948 0.0000
AR.2 -4.5419 +0.0000j 4.5419 0.5000
-----------------------------------------------------------------------------
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
pred = arModelFit.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = pred[2:] #Remove First 2 NaN Values
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(gasTrain, label='training')
ax.plot(gasTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('AR Model')
plt.show()
# To evaluate the AR model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(gasTrain[2:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11'])
rmse_train = np.sqrt(mean_absolute_percentage_error(gasTrain[2:], pred[pred.index<'2019-11']))
rmse_test = np.sqrt(mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11']))
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
print(f'RMSE on training data is {rmse_train:.2f}')
print(f'RMSE on testing data is {rmse_test:.2f}')
Model Mean Absolute Percentage Error on training data is 11.33% Model Mean Absolute Percentage Error on testing data is 16.15% RMSE on training data is 0.34 RMSE on testing data is 0.40
p_values = range(1,4)
d_values = range(1,2)
q_values = range(1,4)
P_values = range(1,4)
D_values = range(1,2)
Q_values = range(1,4)
seasonality = [12]
bestMapeOrder = None
bestAICOrder= None
bestBICOrder = None
bestAICBICOrder = None
bestAIC = 100000000
bestMape = 10000000
bestBIC = 1000000
for p in p_values:
for d in d_values:
for q in q_values:
for P in P_values:
for D in D_values:
for Q in Q_values:
for s in seasonality:
order=(p,d,q)
seasonalOrder=(P,D,Q,s)
try:
model = SARIMAX(gasTrain,order=order,seasonal_order=seasonalOrder).fit()
predictions = model.forecast(steps=len(gasTest))
mape = mean_absolute_percentage_error(gasTest, predictions)
if(model.aic<bestAIC):
bestAIC = model.aic
bestAICOrder= f'({order},{seasonalOrder})'
if(model.bic<bestBIC):
bestBIC = model.bic
bestBICOrder= f'({order},{seasonalOrder})'
if(model.bic<bestBIC and model.aic<bestAIC):
bestAICBICOrder= f'({order},{seasonalOrder})'
if(mape<bestMape):
bestMapeaic = model.aic
bestMape = mape
bestMapeOrder= f'({order},{seasonalOrder})'
except Exception as e:
print(f'LU Decomposition Error: {order},{seasonalOrder}')
print(f'Order for Best AIC:{bestAICOrder}')
print(f'Order for Best BIC:{bestBICOrder}')
print(f'Order for Best AIC and BIC:{bestAICBICOrder}')
print(f'Order for Best MAPE:{bestMapeOrder}')
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
LU Decomposition Error: (1, 1, 2),(2, 1, 3, 12)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
Order for Best AIC:((1, 1, 1),(1, 1, 1, 12)) Order for Best BIC:((1, 1, 1),(1, 1, 1, 12)) Order for Best AIC and BIC:None Order for Best MAPE:((3, 1, 1),(3, 1, 1, 12))
# SARIMAX model
from statsmodels.tsa.statespace.sarimax import SARIMAX
sarimax_model = SARIMAX(gasTrain, order=(1,1,1),seasonal_order=(1,1,1,12)).fit()
sarimax_model.summary()
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq) C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
| Dep. Variable: | Gas Consumption (tons) | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(1, 1, 1)x(1, 1, 1, 12) | Log Likelihood | -948.172 |
| Date: | Thu, 10 Aug 2023 | AIC | 1906.345 |
| Time: | 22:38:49 | BIC | 1925.563 |
| Sample: | 01-01-1990 | HQIC | 1913.998 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | 0.4477 | 0.043 | 10.317 | 0.000 | 0.363 | 0.533 |
| ma.L1 | -0.8948 | 0.036 | -25.041 | 0.000 | -0.965 | -0.825 |
| ar.S.L12 | -0.1115 | 0.042 | -2.649 | 0.008 | -0.194 | -0.029 |
| ma.S.L12 | -0.9997 | 9.888 | -0.101 | 0.919 | -20.379 | 18.380 |
| sigma2 | 12.5475 | 123.852 | 0.101 | 0.919 | -230.197 | 255.292 |
| Ljung-Box (L1) (Q): | 0.06 | Jarque-Bera (JB): | 2482.43 |
|---|---|---|---|
| Prob(Q): | 0.81 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 2.45 | Skew: | 0.94 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 16.01 |
pred = sarimax_model.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = pred[1:]
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(gasTrain, label='training')
ax.plot(gasTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('SARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(gasTrain[1:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11'])
rmse_train = np.sqrt(mean_absolute_percentage_error(gasTrain[1:], pred[pred.index<'2019-11']))
rmse_test = np.sqrt(mean_absolute_percentage_error(gasTest, pred[pred.index>='2019-11']))
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
print(f'RMSE on training data is {rmse_train:.2f}')
print(f'RMSE on testing data is {rmse_test:.2f}')
Model Mean Absolute Percentage Error on training data is 11.86% Model Mean Absolute Percentage Error on testing data is 14.25% RMSE on training data is 0.34 RMSE on testing data is 0.38
expoModel = ExponentialSmoothing(waterTrain,trend='add',seasonal='add',seasonal_periods=12).fit()
pred = expoModel.forecast(len(waterTest))
mape = mean_absolute_percentage_error(waterTest,pred)*100
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(waterTrain.index,waterTrain, label='training')
ax.plot(waterTest.index,waterTest, label='testing')
ax.plot(waterTest.index, pred, label='prediction')
plt.legend()
plt.title(' Water Consumption\'s Exponential Smoothing')
plt.show()
print(f'Test Data Mean Absolute Percentage Error: {mape:.2f}%')
Test Data Mean Absolute Percentage Error: 18.47%
seasonalWaterDF = df.copy()
seasonalWaterDF = seasonalWaterDF[['Water Consumption (tons)']]
seasonalWaterDF['Seasonal Diff'] = seasonalWaterDF['Water Consumption (tons)'].diff(12)
seasonalWaterDF = seasonalWaterDF.dropna()
#Seasonal acf and pacf
plot_acf(seasonalWaterDF['Seasonal Diff'],lags=50)
plot_pacf(seasonalWaterDF['Seasonal Diff'])
plt.show()
from pmdarima.arima import auto_arima
arima_model = auto_arima(waterTrain,seasonal=True,m=12,n_jobs=-1)
arima_model.summary()
| Dep. Variable: | y | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(1, 1, 2)x(2, 0, [], 12) | Log Likelihood | -2156.629 |
| Date: | Thu, 10 Aug 2023 | AIC | 4325.259 |
| Time: | 22:39:41 | BIC | 4348.525 |
| Sample: | 01-01-1990 | HQIC | 4334.513 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | 0.6593 | 0.110 | 5.997 | 0.000 | 0.444 | 0.875 |
| ma.L1 | -1.2279 | 0.120 | -10.210 | 0.000 | -1.464 | -0.992 |
| ma.L2 | 0.2631 | 0.101 | 2.598 | 0.009 | 0.065 | 0.462 |
| ar.S.L12 | 0.0620 | 0.054 | 1.156 | 0.248 | -0.043 | 0.167 |
| ar.S.L24 | 0.1468 | 0.065 | 2.244 | 0.025 | 0.019 | 0.275 |
| sigma2 | 1.03e+04 | 534.503 | 19.262 | 0.000 | 9248.063 | 1.13e+04 |
| Ljung-Box (L1) (Q): | 0.01 | Jarque-Bera (JB): | 110.57 |
|---|---|---|---|
| Prob(Q): | 0.93 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 1.69 | Skew: | -0.36 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 5.63 |
arima_model.plot_diagnostics(figsize=(15,7))
plt.show()
# use the model to make predictions
pred_in_sample = arima_model.predict_in_sample()
pred_out_sample = arima_model.predict(n_periods=len(waterTest))
pred_full = np.concatenate((pred_in_sample, pred_out_sample))
pred_full = pred_full[1:]
# Plot the results
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(waterTrain, label='training')
ax.plot(waterTest, label='testing')
ax.plot(hDF.index[1:], pred_full, label='prediction')
plt.legend()
plt.title('Auto ARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(waterTrain, pred_in_sample)
mape_test = mean_absolute_percentage_error(waterTest, pred_out_sample)
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
Model Mean Absolute Percentage Error on training data is 21.53% Model Mean Absolute Percentage Error on testing data is 17.50%
waterExogenousTrain = gasTrain
waterExogenousTest = gasTest
from statsmodels.tsa.statespace.sarimax import SARIMAX
sarimax_model = SARIMAX(waterTrain,exog=waterExogenousTrain, order=(1,1,2),seasonal_order=(2,1,1,12)).fit()
sarimax_model.summary()
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq) C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
| Dep. Variable: | Water Consumption (tons) | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(1, 1, 2)x(2, 1, [1], 12) | Log Likelihood | -2080.181 |
| Date: | Thu, 10 Aug 2023 | AIC | 4176.362 |
| Time: | 22:39:53 | BIC | 4207.111 |
| Sample: | 01-01-1990 | HQIC | 4188.608 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| Gas Consumption (tons) | -11.0173 | 0.962 | -11.458 | 0.000 | -12.902 | -9.133 |
| ar.L1 | 0.7407 | 0.060 | 12.282 | 0.000 | 0.623 | 0.859 |
| ma.L1 | -1.2433 | 0.121 | -10.276 | 0.000 | -1.480 | -1.006 |
| ma.L2 | 0.2446 | 0.087 | 2.821 | 0.005 | 0.075 | 0.415 |
| ar.S.L12 | 0.1129 | 0.070 | 1.618 | 0.106 | -0.024 | 0.250 |
| ar.S.L24 | 0.1210 | 0.063 | 1.914 | 0.056 | -0.003 | 0.245 |
| ma.S.L12 | -0.9502 | 0.069 | -13.849 | 0.000 | -1.085 | -0.816 |
| sigma2 | 9291.5697 | 953.835 | 9.741 | 0.000 | 7422.088 | 1.12e+04 |
| Ljung-Box (L1) (Q): | 0.04 | Jarque-Bera (JB): | 33.70 |
|---|---|---|---|
| Prob(Q): | 0.85 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 1.73 | Skew: | -0.34 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 4.37 |
pred = sarimax_model.get_prediction(start='1990-01-01', end='2023-01-01',exog = waterExogenousTest).predicted_mean
pred = pred[1:]
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(waterTrain, label='training')
ax.plot(waterTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('SARIMA Model')
plt.show()
sarimax_model.plot_diagnostics(figsize=(15,7))
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(waterTrain[1:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(waterTest, pred[pred.index>='2019-11'])
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
Model Mean Absolute Percentage Error on training data is 19.53% Model Mean Absolute Percentage Error on testing data is 15.52%
from statsmodels.tsa.ar_model import AutoReg
arModel = AutoReg(waterTrain,lags=2)
arModelFit = arModel.fit()
print(arModelFit.summary())
AutoReg Model Results
====================================================================================
Dep. Variable: Water Consumption (tons) No. Observations: 358
Model: AutoReg(2) Log Likelihood -2160.946
Method: Conditional MLE S.D. of innovations 104.704
Date: Thu, 10 Aug 2023 AIC 4329.892
Time: 22:39:58 BIC 4345.392
Sample: 03-01-1990 HQIC 4336.058
- 10-01-2019
===============================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------------
const 146.4027 22.474 6.514 0.000 102.354 190.452
Water Consumption (tons).L1 0.4979 0.052 9.578 0.000 0.396 0.600
Water Consumption (tons).L2 0.1974 0.052 3.797 0.000 0.096 0.299
Roots
=============================================================================
Real Imaginary Modulus Frequency
-----------------------------------------------------------------------------
AR.1 1.3189 +0.0000j 1.3189 0.0000
AR.2 -3.8411 +0.0000j 3.8411 0.5000
-----------------------------------------------------------------------------
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
pred = arModelFit.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = pred[2:] #Remove First 2 NaN Values
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(waterTrain, label='training')
ax.plot(waterTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('AR Model')
plt.show()
# To evaluate the AR model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(waterTrain[2:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(waterTest, pred[pred.index>='2019-11'])
rmse_train = np.sqrt(mean_absolute_percentage_error(waterTrain[2:], pred[pred.index<'2019-11']))
rmse_test = np.sqrt(mean_absolute_percentage_error(waterTest, pred[pred.index>='2019-11']))
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
print(f'RMSE on training data is {rmse_train:.2f}')
print(f'RMSE on testing data is {rmse_test:.2f}')
Model Mean Absolute Percentage Error on training data is 22.05% Model Mean Absolute Percentage Error on testing data is 18.32% RMSE on training data is 0.47 RMSE on testing data is 0.43
p_values = range(1,4)
d_values = range(1,2)
q_values = range(1,4)
P_values = range(1,4)
D_values = range(1,2)
Q_values = range(1,4)
seasonality = [12]
bestMapeOrder = None
bestAICOrder= None
bestBICOrder = None
bestAIC = 100000000
bestMape = 10000000
bestBIC = 1000000
for p in p_values:
for d in d_values:
for q in q_values:
for P in P_values:
for D in D_values:
for Q in Q_values:
for s in seasonality:
order=(p,d,q)
seasonalOrder=(P,D,Q,s)
try:
model = SARIMAX(waterTrain,exog=waterExogenousTrain,order=order,seasonal_order=seasonalOrder).fit()
predictions = model.forecast(steps=len(waterTest),exog=waterExogenousTest)
mape = mean_absolute_percentage_error(waterTest, predictions)
if(model.aic<bestAIC):
bestAIC = model.aic
bestAICOrder= f'({order},{seasonalOrder})'
if(model.bic<bestBIC):
bestBIC = model.bic
bestBICOrder= f'({order},{seasonalOrder})'
if(mape<bestMape):
bestMapeaic = model.aic
bestMape = mape
bestMapeOrder= f'({order},{seasonalOrder})'
except Exception as e:
print(f'LU Decomposition Error: {order},{seasonalOrder}')
print(f'Order for Best AIC:{bestAICOrder}')
print(f'Order for Best BIC:{bestBICOrder}')
print(f'Order for Best MAPE:{bestMapeOrder}')
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
Order for Best AIC:((1, 1, 1),(2, 1, 1, 12)) Order for Best BIC:((1, 1, 1),(2, 1, 1, 12)) Order for Best MAPE:((2, 1, 3),(2, 1, 2, 12))
from statsmodels.tsa.statespace.sarimax import SARIMAX
sarimax_model = SARIMAX(waterTrain,exog=waterExogenousTrain, order=(2,1,3),seasonal_order=(2,1,2,12)).fit()
sarimax_model.summary()
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
| Dep. Variable: | Water Consumption (tons) | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(2, 1, 3)x(2, 1, [1, 2], 12) | Log Likelihood | -2080.853 |
| Date: | Thu, 10 Aug 2023 | AIC | 4183.705 |
| Time: | 22:49:18 | BIC | 4225.984 |
| Sample: | 01-01-1990 | HQIC | 4200.543 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| Gas Consumption (tons) | -10.2715 | 0.980 | -10.483 | 0.000 | -12.192 | -8.351 |
| ar.L1 | -0.2424 | 0.059 | -4.137 | 0.000 | -0.357 | -0.128 |
| ar.L2 | 0.7568 | 0.059 | 12.935 | 0.000 | 0.642 | 0.871 |
| ma.L1 | -0.2822 | 1.749 | -0.161 | 0.872 | -3.711 | 3.146 |
| ma.L2 | -0.9840 | 1.241 | -0.793 | 0.428 | -3.417 | 1.449 |
| ma.L3 | 0.2663 | 0.485 | 0.550 | 0.583 | -0.683 | 1.216 |
| ar.S.L12 | -0.4140 | 0.417 | -0.993 | 0.320 | -1.231 | 0.403 |
| ar.S.L24 | 0.1578 | 0.067 | 2.350 | 0.019 | 0.026 | 0.289 |
| ma.S.L12 | -0.4431 | 0.428 | -1.036 | 0.300 | -1.282 | 0.395 |
| ma.S.L24 | -0.4987 | 0.378 | -1.318 | 0.187 | -1.240 | 0.243 |
| sigma2 | 9165.6061 | 1.58e+04 | 0.579 | 0.562 | -2.18e+04 | 4.02e+04 |
| Ljung-Box (L1) (Q): | 0.11 | Jarque-Bera (JB): | 28.54 |
|---|---|---|---|
| Prob(Q): | 0.74 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 1.72 | Skew: | -0.31 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 4.27 |
pred = sarimax_model.get_prediction(start='1990-01-01', end='2023-01-01',exog = waterExogenousTest).predicted_mean
pred = pred[1:]
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(waterTrain, label='training')
ax.plot(waterTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('SARIMA Model')
plt.show()
# To evaluate the SARIMA model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(waterTrain[1:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(waterTest, pred[pred.index>='2019-11'])
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
Model Mean Absolute Percentage Error on training data is 19.63% Model Mean Absolute Percentage Error on testing data is 15.15%
from statsmodels.tsa.holtwinters import ExponentialSmoothing
from sklearn.metrics import mean_absolute_percentage_error
expoModel = ExponentialSmoothing(electricityTrain,trend='multiplicative',seasonal='multiplicative',seasonal_periods=12).fit()
pred = expoModel.forecast(len(electricityTest))
mape = mean_absolute_percentage_error(electricityTest,pred)*100
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(electricityTrain.index,electricityTrain, label='training')
ax.plot(electricityTest.index,electricityTest, label='testing')
ax.plot(electricityTest.index, pred, label='prediction')
plt.legend()
plt.title('Electricity Consumption\'s Exponential Smoothing')
plt.show()
print(f'Test Data Mean Absolute Percentage Error: {mape:.2f}%')
Test Data Mean Absolute Percentage Error: 3.99%
seasonalElectricityDF = df.copy()
seasonalElectricityDF = seasonalElectricityDF[['Electricity Consumption (MWh)']]
seasonalElectricityDF['Seasonal Diff'] = seasonalElectricityDF['Electricity Consumption (MWh)'].diff(12)
seasonalElectricityDF = seasonalElectricityDF.dropna()
#Seasonal acf and pacf
plot_acf(seasonalElectricityDF['Seasonal Diff'],lags=50)
plot_pacf(seasonalElectricityDF['Seasonal Diff'])
plt.show()
from pmdarima.arima import auto_arima
arima_model = auto_arima(electricityTrain,seasonal=True,m=12,n_jobs=-1)
arima_model.summary()
| Dep. Variable: | y | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(2, 1, 1)x(1, 0, 1, 12) | Log Likelihood | -1630.415 |
| Date: | Thu, 10 Aug 2023 | AIC | 3274.831 |
| Time: | 22:50:21 | BIC | 3301.975 |
| Sample: | 01-01-1990 | HQIC | 3285.627 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| intercept | 0.0030 | 0.009 | 0.356 | 0.722 | -0.014 | 0.020 |
| ar.L1 | 0.5783 | 0.056 | 10.293 | 0.000 | 0.468 | 0.688 |
| ar.L2 | -0.1063 | 0.055 | -1.933 | 0.053 | -0.214 | 0.002 |
| ma.L1 | -0.9503 | 0.019 | -51.105 | 0.000 | -0.987 | -0.914 |
| ar.S.L12 | 0.9945 | 0.005 | 219.480 | 0.000 | 0.986 | 1.003 |
| ma.S.L12 | -0.7362 | 0.044 | -16.894 | 0.000 | -0.822 | -0.651 |
| sigma2 | 496.5159 | 30.662 | 16.193 | 0.000 | 436.419 | 556.613 |
| Ljung-Box (L1) (Q): | 0.00 | Jarque-Bera (JB): | 27.29 |
|---|---|---|---|
| Prob(Q): | 0.98 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 2.78 | Skew: | -0.11 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 4.34 |
arima_model.plot_diagnostics(figsize=(15,7))
plt.show()
# use the model to make predictions
pred_in_sample = arima_model.predict_in_sample()
pred_out_sample = arima_model.predict(n_periods=len(electricityTest))
pred_full = np.concatenate((pred_in_sample, pred_out_sample))
# Plot the results
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(electricityTrain, label='training')
ax.plot(electricityTest, label='testing')
ax.plot(hDF.index[1:], pred_full[1:], label='prediction')
plt.legend()
plt.title('Auto ARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(electricityTrain, pred_in_sample)
mape_test = mean_absolute_percentage_error(electricityTest, pred_out_sample)
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
Model Mean Absolute Percentage Error on training data is 2.36% Model Mean Absolute Percentage Error on testing data is 2.95%
# # SARIMAX model
from statsmodels.tsa.statespace.sarimax import SARIMAX
sarimax_model = SARIMAX(electricityTrain,order=(2,1,1),seasonal_order=(2,1,2,12)).fit()
sarimax_model.summary()
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq) C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
| Dep. Variable: | Electricity Consumption (MWh) | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(2, 1, 1)x(2, 1, [1, 2], 12) | Log Likelihood | -1558.475 |
| Date: | Thu, 10 Aug 2023 | AIC | 3132.950 |
| Time: | 22:50:38 | BIC | 3163.698 |
| Sample: | 01-01-1990 | HQIC | 3145.196 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | 0.5474 | 0.057 | 9.683 | 0.000 | 0.437 | 0.658 |
| ar.L2 | -0.0573 | 0.055 | -1.039 | 0.299 | -0.165 | 0.051 |
| ma.L1 | -0.9453 | 0.021 | -44.512 | 0.000 | -0.987 | -0.904 |
| ar.S.L12 | 0.4796 | 0.212 | 2.259 | 0.024 | 0.064 | 0.896 |
| ar.S.L24 | -0.2809 | 0.067 | -4.191 | 0.000 | -0.412 | -0.150 |
| ma.S.L12 | -1.1796 | 0.220 | -5.373 | 0.000 | -1.610 | -0.749 |
| ma.S.L24 | 0.4333 | 0.175 | 2.471 | 0.013 | 0.090 | 0.777 |
| sigma2 | 472.4280 | 31.156 | 15.163 | 0.000 | 411.362 | 533.494 |
| Ljung-Box (L1) (Q): | 0.01 | Jarque-Bera (JB): | 24.77 |
|---|---|---|---|
| Prob(Q): | 0.94 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 2.66 | Skew: | -0.18 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 4.26 |
sarimax_model.plot_diagnostics(figsize=(15,7))
plt.show()
pred = sarimax_model.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = pred[1:]
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(electricityTrain, label='training')
ax.plot(electricityTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('SARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(electricityTrain[1:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(electricityTest, pred[pred.index>='2019-11'])
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
Model Mean Absolute Percentage Error on training data is 2.16% Model Mean Absolute Percentage Error on testing data is 2.40%
from statsmodels.tsa.ar_model import AutoReg
arModel = AutoReg(electricityTrain,lags=1)
arModelFit = arModel.fit()
print(arModelFit.summary())
AutoReg Model Results
=========================================================================================
Dep. Variable: Electricity Consumption (MWh) No. Observations: 358
Model: AutoReg(1) Log Likelihood -2035.032
Method: Conditional MLE S.D. of innovations 72.344
Date: Thu, 10 Aug 2023 AIC 4076.064
Time: 22:50:46 BIC 4087.697
Sample: 02-01-1990 HQIC 4080.691
- 10-01-2019
====================================================================================================
coef std err z P>|z| [0.025 0.975]
----------------------------------------------------------------------------------------------------
const 109.5366 22.561 4.855 0.000 65.318 153.755
Electricity Consumption (MWh).L1 0.8751 0.025 34.341 0.000 0.825 0.925
Roots
=============================================================================
Real Imaginary Modulus Frequency
-----------------------------------------------------------------------------
AR.1 1.1427 +0.0000j 1.1427 0.0000
-----------------------------------------------------------------------------
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used. self._init_dates(dates, freq)
pred = arModelFit.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = pred[3:] #Remove First 3 NaN Values
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(electricityTrain, label='training')
ax.plot(electricityTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('AR Model')
plt.show()
# To evaluate the AR model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(electricityTrain[3:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(electricityTest, pred[pred.index>='2019-11'])
rmse_train = np.sqrt(mean_absolute_percentage_error(electricityTrain[3:], pred[pred.index<'2019-11']))
rmse_test = np.sqrt(mean_absolute_percentage_error(electricityTest, pred[pred.index>='2019-11']))
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
print(f'RMSE on training data is {rmse_train:.2f}')
print(f'RMSE on testing data is {rmse_test:.2f}')
Model Mean Absolute Percentage Error on training data is 6.98% Model Mean Absolute Percentage Error on testing data is 13.56% RMSE on training data is 0.26 RMSE on testing data is 0.37
p_values = range(1,4)
d_values = range(1,2)
q_values = range(1,4)
P_values = range(1,4)
D_values = range(1,2)
Q_values = range(1,4)
seasonality = [12]
bestMapeOrder = None
bestAICOrder= None
bestBICOrder = None
bestAIC = 100000000
bestMape = 10000000
bestBIC = 1000000
for p in p_values:
for d in d_values:
for q in q_values:
for P in P_values:
for D in D_values:
for Q in Q_values:
for s in seasonality:
order=(p,d,q)
seasonalOrder=(P,D,Q,s)
try:
model = SARIMAX(electricityTrain,order=order,seasonal_order=seasonalOrder).fit()
predictions = model.forecast(steps=len(electricityTest))
mape = mean_absolute_percentage_error(electricityTest, predictions)
if(model.aic<bestAIC):
bestAIC = model.aic
bestAICOrder= f'({order},{seasonalOrder})'
if(model.bic<bestBIC):
bestBIC = model.bic
bestBICOrder= f'({order},{seasonalOrder})'
if(mape<bestMape):
bestMapeaic = model.aic
bestMape = mape
bestMapeOrder= f'({order},{seasonalOrder})'
except Exception as e:
print(f'LU Decomposition Error: {order},{seasonalOrder}')
print(f'Order for Best AIC:{bestAICOrder}')
print(f'Order for Best BIC:{bestBICOrder}')
print(f'Order for Best MAPE:{bestMapeOrder}')
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
Order for Best AIC:((3, 1, 3),(2, 1, 2, 12)) Order for Best BIC:((1, 1, 1),(2, 1, 1, 12)) Order for Best MAPE:((3, 1, 2),(3, 1, 2, 12))
# SARIMAX model
from statsmodels.tsa.statespace.sarimax import SARIMAX
sarimax_model = SARIMAX(electricityTrain,order=(3,1,3),seasonal_order=(2,1,2,12)).fit()
sarimax_model.summary()
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency MS will be used.
self._init_dates(dates, freq)
C:\Users\kieny\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
| Dep. Variable: | Electricity Consumption (MWh) | No. Observations: | 358 |
|---|---|---|---|
| Model: | SARIMAX(3, 1, 3)x(2, 1, [1, 2], 12) | Log Likelihood | -1554.616 |
| Date: | Thu, 10 Aug 2023 | AIC | 3131.233 |
| Time: | 22:51:03 | BIC | 3173.512 |
| Sample: | 01-01-1990 | HQIC | 3148.070 |
| - 10-01-2019 | |||
| Covariance Type: | opg |
| coef | std err | z | P>|z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | -1.1834 | 0.198 | -5.992 | 0.000 | -1.571 | -0.796 |
| ar.L2 | 0.1169 | 0.129 | 0.909 | 0.364 | -0.135 | 0.369 |
| ar.L3 | 0.3193 | 0.123 | 2.593 | 0.010 | 0.078 | 0.561 |
| ma.L1 | 0.8059 | 0.174 | 4.624 | 0.000 | 0.464 | 1.148 |
| ma.L2 | -0.8720 | 0.043 | -20.231 | 0.000 | -0.956 | -0.787 |
| ma.L3 | -0.7240 | 0.159 | -4.542 | 0.000 | -1.036 | -0.412 |
| ar.S.L12 | 0.5498 | 0.175 | 3.143 | 0.002 | 0.207 | 0.893 |
| ar.S.L24 | -0.2803 | 0.065 | -4.282 | 0.000 | -0.409 | -0.152 |
| ma.S.L12 | -1.2989 | 0.182 | -7.122 | 0.000 | -1.656 | -0.941 |
| ma.S.L24 | 0.5286 | 0.147 | 3.605 | 0.000 | 0.241 | 0.816 |
| sigma2 | 465.0290 | 30.781 | 15.108 | 0.000 | 404.699 | 525.359 |
| Ljung-Box (L1) (Q): | 0.02 | Jarque-Bera (JB): | 31.00 |
|---|---|---|---|
| Prob(Q): | 0.88 | Prob(JB): | 0.00 |
| Heteroskedasticity (H): | 2.52 | Skew: | -0.29 |
| Prob(H) (two-sided): | 0.00 | Kurtosis: | 4.35 |
pred = sarimax_model.get_prediction(start='1990-01-01', end='2023-01-01').predicted_mean
pred = pred[1:]
fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(electricityTrain, label='training')
ax.plot(electricityTest, label='testing')
ax.plot(pred, label='prediction')
plt.legend()
plt.title('SARIMA Model')
plt.show()
# To evaluate the auto arima model
from sklearn.metrics import mean_absolute_percentage_error
mape_train = mean_absolute_percentage_error(electricityTrain[1:], pred[pred.index<'2019-11'])
mape_test = mean_absolute_percentage_error(electricityTest, pred[pred.index>='2019-11'])
print(f'Model Mean Absolute Percentage Error on training data is {mape_train*100:.2f}%')
print(f'Model Mean Absolute Percentage Error on testing data is {mape_test*100:.2f}%')
Model Mean Absolute Percentage Error on training data is 2.14% Model Mean Absolute Percentage Error on testing data is 2.31%